+3.5%
MDT vs KRMN
+17.6%
-14.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -3.4% | -11.8% | +8.3% | -2.8% |
| 30D | +0.2% | -43.0% | +43.2% | +3.4% |
| 3M | +14.3% | -28.8% | +43.1% | +16.2% |
| 6M | +4.0% | -66.3% | +70.4% | +10.0% |
| YTD | -3.7% | -51.8% | +48.1% | -0.7% |
| 1Y | -0.4% | -44.7% | +44.3% | +1.1% |
| All | +3.5% | +17.6% | -14.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling